I clicked on the “Connect to Calendar” button, the privacy tab in system preferences opened, with privacy>accesibility open. Agenda was not in the list. The Calendar list under privacy is also empty. I added Agenda to accesibilty manually but that didn’t integrate it either.
Things that might be helpful to know (Agenda version, OS and model, etc):
Agenda 2.0, macOS 10.13.3
If you open the sidebar under the View menu, do you have to give Agenda permission to connect to your Calendar? If so, clicking on Connect to Calendar should also make them show in the preferences.